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QuantLib_ContinuousAveragingAsianOption_engine
Langue: en
Version: 169060 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::ContinuousAveragingAsianOption::engine - Continuous-averaging Asian engine base class.SYNOPSIS
#include <ql/instruments/asianoption.hpp>
Inherits GenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results >.
Inherited by AnalyticContinuousGeometricAveragePriceAsianEngine.
Detailed Description
Continuous-averaging Asian engine base class.
Author
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